Estimating large precision matrices via modified Cholesky decomposition (Q4986367)
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scientific article; zbMATH DE number 7339830
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| English | Estimating large precision matrices via modified Cholesky decomposition |
scientific article; zbMATH DE number 7339830 |
Statements
27 April 2021
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modified Cholesky decomposition
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P-loss convergence rate
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precision matrix
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math.ST
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stat.TH
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0.8397505879402161
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0.8263482451438904
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0.8207687735557556
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0.8034302592277527
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0.8029263615608215
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